Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.05% | 1.03 CHF | 1.04 CHF | 190,000 | 190,000 | 88,177 | 88,177 | 85,731 CHF | 86,614 CHF | 100.00% | 100.00% |
12/07/2024 | 1.18% | 0.91 CHF | 0.92 CHF | 200,000 | 200,000 | 90,221 | 90,221 | 79,186 CHF | 80,090 CHF | 100.00% | 100.00% |
11/07/2024 | 1.06% | 0.90 CHF | 0.91 CHF | 200,000 | 200,000 | 89,013 | 89,013 | 84,182 CHF | 85,074 CHF | 100.00% | 100.00% |
10/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 89,427 | 89,427 | 78,989 CHF | 79,885 CHF | 100.00% | 100.00% |
09/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200,000 | 200,000 | 89,461 | 89,461 | 80,851 CHF | 81,747 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 200,000 | 200,000 | 88,774 | 88,774 | 78,857 CHF | 79,747 CHF | 100.00% | 100.00% |
05/07/2024 | 1.36% | 0.84 CHF | 0.85 CHF | 210,000 | 210,000 | 94,976 | 94,976 | 73,038 CHF | 73,990 CHF | 99.90% | 99.90% |
04/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 84,000 | 84,000 | 67,510 | 67,510 | 49,642 CHF | 50,317 CHF | 100.00% | 100.00% |
03/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 210,000 | 210,000 | 93,805 | 93,805 | 69,759 CHF | 70,699 CHF | 100.00% | 100.00% |
02/07/2024 | 1.40% | 0.76 CHF | 0.77 CHF | 210,000 | 210,000 | 91,150 | 91,150 | 67,176 CHF | 68,089 CHF | 100.00% | 100.00% |